Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
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Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.725 99.730 99.725 16943
Eurodollar GEM5 Jun 2015 99.630 0 99.625 99.635 99.625 17937
Eurodollar GEU5 Sep 2015 99.475 0 99.475 99.480 99.470 14634
Eurodollar GEZ5 Dec 2015 99.275 +0.005 99.275 99.280 99.270 16515
Eurodollar GEH6 Mar 2016 99.065 +0.005 99.065 99.070 99.055 16787
Eurodollar GEM6 Jun 2016 98.855 +0.005 98.860 98.865 98.850 10948
Eurodollar GEU6 Sep 2016 98.660 +0.01 98.660 98.675 98.650 10478
Eurodollar GEZ6 Dec 2016 98.490 +0.015 98.485 98.500 98.480 11691
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'205 +0'045 129'175 129'235 129'160 107182
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'110 a +0'020 - 103'125 103'110 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'095 b +0'035 - 109'130 109'075 -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.725 99.730 99.725 16943
Eurodollar GEM5 Jun 2015 99.630 0 99.625 99.635 99.625 17937
Eurodollar GEU5 Sep 2015 99.475 0 99.475 99.480 99.470 14634
Eurodollar GEZ5 Dec 2015 99.275 +0.005 99.275 99.280 99.270 16515
Eurodollar GEH6 Mar 2016 99.065 +0.005 99.065 99.070 99.055 16787
Eurodollar GEM6 Jun 2016 98.855 +0.005 98.860 98.865 98.850 10948
Eurodollar GEU6 Sep 2016 98.660 +0.01 98.660 98.675 98.650 10478
Eurodollar GEZ6 Dec 2016 98.490 +0.015 98.485 98.500 98.480 11691
30-Day Federal Funds ZQJ5 Apr 2015 - - - - 2
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 175'09 +0'13 174'31 175'17 174'26 3158
U.S. Treasury Bond ZBH5 Mar 2015 149'26 +0'07 149'20 150'00 149'17 21332
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'205 +0'045 129'175 129'235 129'160 107182
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'177 +0'025 120'172 120'195 120'160 43968
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'227 +0'007 109'225 109'230 109'222 10154
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'252 b +0'002 - 100'252 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'110 a +0'020 - 103'125 103'110 -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'095 b +0'035 - 109'130 109'075 -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 126'14 b +0'12 - 126'14 - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.755 a -0.010 - - 100.755 -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.